| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (1) | (1.7) | 50 | 0 | 3 | (4) | (11) | 0 | 90 |
| 60 | 0 | (0.3) | 44 | 0 | 4 | (3) | (11) | 0 | 83 |
| 120 | (1) | (0.8) | 43 | 0 | 5 | (4) | (33) | (1) | 82 |
| 250 | 2 | 1.7 | 44 | 1 | 7 | (4) | (33) | (1) | 85 |
| 500 | 2 | 1.3 | 45 | 0 | 8 | (5) | (33) | (2) | 85 |
| 760 | 2 | 1.3 | 43 | 0 | 8 | (4) | (51) | (2) | 86 |
| 1260 | 2 | 1.5 | 43 | 0 | 8 | (4) | (51) | (2) | 86 |
| 2520 | 2 | 1.2 | 43 | 1 | 10 | (6) | (74) | (3) | 87 |
| All | 1 | 0.8 | 43 | 0 | 9 | (6) | (86) | (4) | 85 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | (0.2) | 0.2 | 0.3 | 0 | 0 | 0.4 | 0.2 | 0.1 | 0 | 0.2 | 0.5 | 0.4 | 2 | 1.4 | 43.1 | 231.4 | (0.3) | (1.1) | 2 | 0.7 |
| 2017 | (0.2) | (0.1) | 0.2 | (0.3) | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (0.3) | (0.8) | 42.9 | 81 | (0.3) | (0.5) | 1.8 | 0.5 |
| 2016 | (0.5) | (0.2) | 0.7 | 0.3 | 0.1 | (0.2) | 0.4 | 0.4 | (0.1) | 0.4 | 1.9 | (0.2) | 3 | 1.9 | 44.4 | 230 | (0.3) | (1.1) | 2 | 0.7 |
| 2015 | (0.4) | 0.9 | (0.1) | 0.1 | 0.1 | 1.2 | 0.1 | 0.3 | (0.2) | 0.2 | 0.4 | 0.2 | 2.8 | 1.6 | 45.1 | 231 | (0.3) | (0.9) | 2.5 | 0.7 |
| 2014 | (0.8) | 0 | 0.7 | 0.2 | (0.4) | 0.2 | 0.2 | (0.3) | 0.2 | 0.1 | (0.2) | 0.6 | 0.5 | 0.4 | 39.1 | 241 | (0.5) | (1.1) | 2 | 0.6 |
| 2013 | 0.4 | (0.1) | 0.2 | (0.2) | 0.5 | 0.7 | 0 | 0.1 | (0.3) | (0.1) | 0.5 | 0.5 | 2.2 | 2 | 44 | 228 | (0.3) | (1.2) | 1.8 | 0.6 |
| 2012 | 0.4 | 0.2 | 0.1 | (0.5) | (0.4) | 0.1 | 0.1 | 0.1 | 0.3 | 0.5 | (0.2) | 0.8 | 1.5 | 1.3 | 42.7 | 227 | (0.3) | (1.3) | 2 | 0.7 |
| 2011 | 0.5 | 0.3 | (0.1) | (0.4) | (0.4) | 0.7 | (1) | (0.8) | 0.2 | 0.7 | 0 | (0.5) | (0.8) | (0.4) | 38.1 | 245 | (0.5) | (2.8) | 3 | 0.7 |
| 2010 | (0.8) | 0.3 | 0.3 | 0.4 | (0.7) | (0.2) | (0.3) | (0.3) | 0.6 | 0 | 0.2 | 2.8 | 2.3 | 0.9 | 42.4 | 239 | (0.3) | (1.6) | 3 | 0.7 |
| 2009 | 2.8 | 0.8 | (0.7) | 0.9 | 0.8 | 0.9 | 0 | 0.5 | (0.1) | 0.5 | (0.1) | 1.4 | 7.7 | 2.7 | 51.3 | 242 | (0.6) | (1) | 2 | 0.7 |
| 2008 | (0.6) | 0.3 | (0.2) | 0.9 | 0.6 | 0.3 | 0.1 | 0.2 | 0.4 | 2.3 | (1.5) | (0.2) | 2.6 | 0.9 | 43 | 220 | (0.7) | (3.3) | 1.8 | 0.6 |
| 2007 | 0 | (0.1) | 0.1 | 0.1 | 0.2 | 0.4 | (0.3) | (0.3) | 0.6 | (0.4) | (0.5) | 0.6 | 0.4 | 0.4 | 44.4 | 198 | (0.3) | (1.4) | 1.8 | 0.5 |
| 2006 | 0.3 | 0 | 0.4 | 0.1 | 0.3 | 0.4 | (0.2) | (0.2) | 0 | (0.1) | (0.1) | 0.6 | 1.5 | 1.8 | 48.3 | 215 | (0.2) | (0.7) | 1.5 | 0.5 |
| 2005 | 0 | 0.4 | 0.3 | (0.4) | (0.1) | 0.2 | 0.5 | 0.1 | 0.5 | 0.5 | (0.3) | (0.4) | 1.3 | 1.3 | 48.1 | 224 | (0.3) | (0.9) | 1.3 | 0.5 |
| 2004 | 0.4 | (0.3) | (0.7) | 1.2 | 0.4 | (0.1) | (0.1) | (0.4) | (0.4) | (0.1) | 0.6 | (0.1) | 0.4 | 0.2 | 41.3 | 236 | (0.6) | (1.9) | 2.5 | 0.6 |
| 2003 | 0.6 | (0.3) | 0.2 | 0 | (0.8) | 0.1 | 1 | 0.2 | (0.7) | 1.2 | 0.2 | 0.8 | 2.5 | 0.9 | 40.7 | 241 | (0.7) | (2.1) | 2 | 0.7 |
| 2002 | 0.2 | (0.2) | 1.3 | (0.2) | (0.2) | (0.4) | (0.7) | (0.8) | (0.7) | 0.8 | 0.7 | (1.7) | (1.9) | (1.2) | 35.7 | 221 | (0.4) | (3.3) | 2.3 | 0.6 |
| 2001 | 0.1 | (0.1) | (0.1) | 0.9 | 0.3 | 0.1 | (0.3) | 0 | (0.6) | 0 | 2.1 | 0.5 | 2.9 | 1.1 | 46.4 | 232 | (0.9) | (1.4) | 1.8 | 0.6 |
| 2000 | (0.1) | (0.5) | (0.6) | 0 | 0.4 | (0.1) | (0.2) | (0.4) | (0.1) | (0.1) | (0.1) | 0 | (1.8) | (1.5) | 40.6 | 214 | (0.3) | (2.3) | 2.3 | 0.6 |